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10
Eigenvalues and Eigenvectors
x1 x2
Assume each of the two mass-displacements to be denoted by x1 and x 2 , and let us assume
each spring has the same spring constant k . Then by applying Newton’s 2 nd and 3rd law of
motion to develop a force-balance for each mass we have
d 2x
m1 21 kx1 k ( x2 x1 )
dt
04.10.1
04.10.2 Chapter 04.10
d 2 x2
m2 k ( x2 x1 )
dt 2
Rewriting the equations, we have
d 2x
m1 2 1 k ( 2 x1 x2 ) 0
dt
d 2 x2
m2 2 k ( x1 x2 ) 0
dt
Let m1 10, m2 20, k 15
d 2x
10 21 15(2 x1 x2 ) 0
dt
d 2 x2
20 15( x1 x2 ) 0
dt 2
From vibration theory, the solutions can be of the form
xi Ai sin t 0
where
Ai = amplitude of the vibration of mass i ,
= frequency of vibration,
= phase shift.
0
then
d 2 xi
2
Ai w 2 Sin(t 0 )
dt
d 2 xi
Substituting xi and in equations,
dt 2
10 A1 2 15(2 A1 A2 ) 0
20 A2 2 15( A1 A2 ) 0
gives
(10 2 30) A1 15 A2 0
15 A1 (20 2 15) A2 0
or
( 2 3) A1 1.5 A2 0
0.75 A1 ( 2 0.75) A2 0
In matrix form, these equations can be rewritten as
2 3 1.5 A1 0
0.75 0.75 A2 0
2
3 1.5 A1 2 A1 0
0.75 0.75 A A 0
2 2
Let
2
3 1.5
[ A]
0.75 0.75
Eigenvalues and Eigenvectors 04.10.3
A
[X ] 1
A2
[ A][ X ] [ X ] 0
[ A][ X ] [ X ]
In the above equation, is the eigenvalue and [ X ] is the eigenvector corresponding to .
As you can see, if we know for the above example we can calculate the natural frequency
of the vibration
Why are the natural frequencies of vibration important? Because you do not want to have a
forcing force on the spring-mass system close to this frequency as it would make the
amplitude Ai very large and make the system unstable.
Example 1
Find the eigenvalues of the physical problem discussed in the beginning of this chapter, that
is, find the eigenvalues of the matrix
3 1.5
[ A]
0.75 0.75
Solution
3 1 .5
[ A] [ I ]
0.75 0.75
04.10.4 Chapter 04.10
Example 2
Find the eigenvectors of
3 1.5
A
0.75 0.75
Solution
The eigenvalues have already been found in Example 1 as
1 3.421, 2 0.3288
Let
x
[X ] 1
x2
be the eigenvector corresponding to
1 3.421
Hence
([ A] 1 [ I ])[ X ] 0
3 1.5 1 0 x1
3.421 0
0.75 0.75 0 1 x2
0.421 1.5 x1 0
0.75 2.671 x 0
2
If
x1 s
then
0.421s 1.5 x 2 0
x 2 0.2808s
The eigenvector corresponding to 1 3.421 then is
s
[X ]
0.2808s
1
s
0 .2808
The eigenvector corresponding to
1 3.421
is
Eigenvalues and Eigenvectors 04.10.5
1
0.2808
Similarly, the eigenvector corresponding to
2 0.3288
is
1
1.781
Example 3
Find the eigenvalues and eigenvectors of
1.5 0 1
[ A]
0.5 0.5 0.5
0.5 0 0
Solution
The characteristic equation is given by
det([ A] [ I ]) 0
1.5 0 1
det 0.5 0.5 0.5 0
0.5 0
(1.5 )[(0.5 )( ) (0.5)(0)] (1)[(0.5)(0) ( 0.5)(0.5 )] 0
3 22 1.25 0.25 0
To find the roots of the characteristic polynomial equation
3 22 1.25 0.25 0
we find that the first root by observation is
1
as substitution of 1 gives
( 1) 3 2(1) 2 1.25(1) 0.25 0
00
So
( 1)
is a factor of
3 22 1.25 0.25 .
To find the other factors of the characteristic polynomial, we first conduct long division
2 0.25
1 2 1.25 0.25
3 2
3 2
______________________
04.10.6 Chapter 04.10
2 1.25 0.25
2
0.25 0.25
0.25 0.25
Hence
3 22 1.25 0.25 ( 1)(2 0.25)
Hence
3 22 1.25 0.25 0
can be rewritten as
( 1)( 0.5)( 0.5) 0
These are the three roots of the characteristic polynomial equation and hence the eigenvalues
of matrix [A].
Note that there are eigenvalues that are repeated. Since there are only two distinct
eigenvalues, there are only two eigenspaces. But, corresponding to 0.5 there should be
two eigenvectors that form a basis for the eigenspace corresponding to 0.5 .
Given
[( A I )][ X ] 0
then
Eigenvalues and Eigenvectors 04.10.7
1.5 0 1 x1 0
0 .5 0 .5 0.5 x 2 0
0.5 0 x3 0
For 0.5 ,
1 0 1 x1 0
0.5 0 0.5 x 0
2
0.5 0 0.5 x3 0
Solving this system gives
x1 a, x2 b, x3 a
So
x1 a
x b
2
x3 a
a 0
0 b
a 0
1 0
a 0 b 1
1 0
1 0
1
So the vectors 0 and form a basis for the eigenspace for the eigenvalue 0.5
1
0
and are the two eigenvectors corresponding to 0.5 .
For 1 ,
0.5 0 1 x1 0
0.5 0.5 0.5 x 0
2
0.5 0 1 x3 0
Solving this system gives
x1 a, x 2 0.5a, x3 0.5a
The eigenvector corresponding to 1 is
a 1
0.5a a 0.5
0.5a 0.5
Hence the vector
1
0.5
0.5
is a basis for the eigenspace for the eigenvalue of 1 , and is the eigenvector corresponding
to 1 .
04.10.8 Chapter 04.10
Example 4
What are the eigenvalues of
6 0 0 0
7 3 0 0
[ A]
9 5 7.5 0
2 6 0 7.2
Solution
Since the matrix [ A] is a lower triangular matrix, the eigenvalues of [ A] are the diagonal
elements of [ A] . The eigenvalues are
1 6, 2 3, 3 7.5, 4 7.2
Example 5
One of the eigenvalues of
5 6 2
[ A] 3 5 9
2 1 7
is zero. Is [ A] invertible?
Solution
0 is an eigenvalue of [ A] , that implies [ A] is singular and is not invertible.
Example 6
Given the eigenvalues of
2 3.5 6
[ A]
3.5 5 2
8 1
8.5
are
1 1.547, 2 12.33, 3 4.711
What are the eigenvalues of [B ] if
2 3.5 8
[B ]
3. 5 5 1
6 2 8.5
Eigenvalues and Eigenvectors 04.10.9
Solution
Since [ B ] [ A]T , the eigenvalues of [ A] and [B ] are the same. Hence eigenvalues of
[B ] also are
1 1.547, 2 12.33, 3 4.711
Example 7
Given the eigenvalues of
2 3.5 6
[ A]
3.5 5 2
8 1 8.5
are
1 1.547, 2 12.33, 3 4.711
Calculate the magnitude of the determinant of the matrix.
Solution
Since
det[ A] 1 2 3
1.547 12.33 4.711
89.88
When the system converges, the value of is the largest (in absolute value) eigenvalue of
[ A] .
Example 8
Using the power method, find the largest eigenvalue and the corresponding eigenvector of
1.5 0 1
[ A]
0.5 0.5 0.5
0.5 0 0
Solution
Assume
1
[X ( 0)
] 1
1
1.5 0 1 1
[ A][ X ( 0)
]
0.5 0.5 0.5
1
0.5 0 0 1
2.5
0.5
0.5
1
Y (1) 2.5 0.2
0.2
(1) 2.5
We will choose the first element of [ X ( 0 ) ] to be unity.
1
[ X ] 0.2
(1)
0.2
1.5 0 1 1
[ A][ X ] 0.5
(1)
0 .5 0.5 0.2
0.5 0 0 0.2
1.3
0.5
0.5
1
[ X ( 2 ) ] 1.3 0.3846
0.3846
( 2) 1.3
1
[X ( 2)
] 0.3846
0.3846
The absolute relative approximate error in the eigenvalues is
Eigenvalues and Eigenvectors 04.10.11
( 2 ) (1)
a 100
( 2 )
1.3 1.5
100
1.5
92.307%
Conducting further iterations, the values of (i ) and the corresponding eigenvectors is given
in the table below
i (i ) [ X (i ) ] a (%)
1
0.2
1 2.5 _____
0.2
1
0.38462
2 1.3 92.307
0.38462
1
0.44827
3 1.1154 16.552
0.44827
1
0.47541
4 1.0517 6.0529
0.47541
1
0.48800
5 1.02459 1.2441
0.48800
The exact value of the eigenvalue is 1
and the corresponding eigenvector is
1
[ X ] 0.5
0.5
Key Terms:
Eigenvalue
Eigenvectors
Power method